Anic Equity¶

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Total return since start: 0.69 %¶

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Equity now: -----------------------------> 51621.82 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48422.76 Kr¶

PnL: ---------------------------------------> -664.81 Kr¶

DD now: ---------------------------------> -0.621 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 11:46:30.909753'

Anic Portfolio¶

Today¶

Return: -0.533 %¶

This Week¶

Return: 8.615 %¶

Total¶

Return: 68.997 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -0.720000 776.400000 103.400000 15.360000 673.000000
Nordea Bank Abp 29 0.250000 3543.800000 89.800000 2.600000 3453.999992
SAAB B 8 0.140000 3432.000000 55.000000 1.630000 3377.000000
HEBA B 70 -1.410000 2684.500000 48.500000 1.840000 2636.000010
Swedbank A 3 2.840000 607.800000 43.800000 7.770000 564.000000
Resurs Holding 22 0.650000 612.920000 38.920000 6.780000 573.999998
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
AcadeMedia 12 -0.610000 590.880000 33.880000 6.080000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.570000 380.900000 25.900000 7.300000 355.000000
Fasadgruppen Group 38 1.290000 4164.800000 23.800000 0.570000 4140.999992
Intrum 4 0.560000 542.400000 15.400000 2.920000 527.000000
OEM International B 7 -1.660000 539.700000 11.700000 2.220000 527.999997
Eastnine 4 -0.480000 501.600000 10.600000 2.160000 491.000000
Karnov Group 9 0.330000 545.400000 9.400000 1.750000 536.000004
Norva24 Group 16 -0.580000 552.000000 9.000000 1.660000 543.000000
Creaspac SPAC 6 -0.100000 579.600000 2.600000 0.450000 577.000002
Securitas B 6 -1.160000 572.400000 2.400000 0.420000 570.000000
Samhällsbyggnadsbo. i Norden D 12 0.390000 247.680000 1.680000 0.680000 246.000000
Handelsbanken A 5 0.410000 545.500000 -0.500000 -0.090000 546.000000
Corem Property Group B 59 -1.070000 575.250000 -1.750000 -0.300000 576.999999
Coor Service Management Hold. 8 -0.380000 529.200000 -2.800000 -0.530000 532.000000
Fastighetsbolag. Emilshus Pref 21 -3.280000 557.550000 -4.450000 -0.790000 562.000005
Midsona B 63 -3.920000 572.040000 -10.960000 -1.880000 582.999984
Boozt 12 -0.510000 1636.800000 -17.200000 -1.040000 1653.999996
Sampo Oyj SDB 7 0.000000 3832.500000 -17.500000 -0.450000 3850.000000
Essity B 2 -0.800000 545.600000 -28.400000 -4.950000 574.000000
CTEK 13 -1.820000 497.250000 -36.750000 -6.880000 533.999999
International Petroleum Corp. 5 -2.800000 554.500000 -40.070000 -6.740000 594.565215
Vivesto 1368 0.240000 569.090000 -43.910000 -7.160000 612.999432
Essity A 4 -0.720000 1100.000000 -49.000000 -4.260000 1149.000000
Beijer Electronics Group 27 -2.490000 2964.600000 -119.400000 -3.870000 3083.999994
OX2 22 0.310000 1787.500000 -201.500000 -10.130000 1989.000002
Axfood 15 -0.260000 4035.000000 -265.000000 -6.160000 4300.000005
Ovzon 64 -2.040000 3385.600000 -610.400000 -15.280000 3996.000000
TOTAL 48422.760000 -664.810000 -0.62097% 49087.564636

Updated:¶

'2023-01-31 11:46:44.091974'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶